Financial Integration : A New Methodology and An Illustration /

This paper develops a simple methodology to test for asset integration, and applies it within and between American stock markets. Our technique relies on estimating and comparing expected risk-free rates across assets. Expected risk-free rates are allowed to vary freely over time, constrained only b...

Szczegółowa specyfikacja

Opis bibliograficzny
1. autor: Rose, Andrew
Kolejni autorzy: Flood, Robert
Format: Czasopismo
Język:English
Wydane: Washington, D.C. : International Monetary Fund, 2004.
Seria:IMF Working Papers; Working Paper ; No. 2004/110
Dostęp online:Full text available on IMF

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